| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 616160.00 | 616160.00 | 200000.00 |
Net Profit | 416160.00 | 416160.00 | 0.00 |
Net Profit % | 208.08 % | 208.08 % | 0.00 % |
Exposure % | 3.29 % | 3.29 % | 0.00 % |
Net Risk Adjusted Return % | 6320.43 % | 6320.43 % | N/A |
Annual Return % | 17.47 % | 17.47 % | 0.00 % |
Risk Adjusted Return % | 530.58 % | 530.58 % | N/A |
Total transaction costs | 23800.00 | 23800.00 | 0.00 |
|
All trades | 119 | 119 (100.00 %) | 0 (0.00 %) |
Avg. Profit/Loss | 3497.14 | 3497.14 | N/A |
Avg. Profit/Loss % | 8.28 % | 8.28 % | N/A |
Avg. Bars Held | 9.15 | 9.15 | N/A |
|
Winners | 45 (37.82 %) | 45 (37.82 %) | 0 (0.00 %) |
Total Profit | 1048360.00 | 1048360.00 | 0.00 |
Avg. Profit | 23296.89 | 23296.89 | N/A |
Avg. Profit % | 50.37 % | 50.37 % | N/A |
Avg. Bars Held | 16.98 | 16.98 | N/A |
Max. Consecutive | 4 | 4 | 0 |
Largest win | 104640.00 | 104640.00 | 0.00 |
# bars in largest win | 38 | 38 | 0 |
|
Losers | 74 (62.18 %) | 74 (62.18 %) | 0 (0.00 %) |
Total Loss | -632200.00 | -632200.00 | 0.00 |
Avg. Loss | -8543.24 | -8543.24 | N/A |
Avg. Loss % | -17.32 % | -17.32 % | N/A |
Avg. Bars Held | 4.39 | 4.39 | N/A |
Max. Consecutive | 5 | 5 | 0 |
Largest loss | -33225.00 | -33225.00 | 0.00 |
# bars in largest loss | 4 | 4 | 0 |
|
Max. trade drawdown | -38230.00 | -38230.00 | 0.00 |
Max. trade % drawdown | -63.58 % | -63.58 % | 0.00 % |
Max. system drawdown | -147500.00 | -147500.00 | 0.00 |
Max. system % drawdown | -38.63 % | -38.63 % | 0.00 % |
Recovery Factor | 2.82 | 2.82 | N/A |
CAR/MaxDD | 0.45 | 0.45 | N/A |
RAR/MaxDD | 13.74 | 13.74 | N/A |
Profit Factor | 1.66 | 1.66 | N/A |
Payoff Ratio | 2.73 | 2.73 | N/A |
Standard Error | 37199.30 | 37199.30 | 0.00 |
Risk-Reward Ratio | 1.40 | 1.40 | N/A |
Ulcer Index | 12.47 | 12.47 | 0.00 |
Ulcer Performance Index | 0.97 | 0.97 | N/A |
Sharpe Ratio of trades | 0.87 | 0.87 | 0.00 |
K-Ratio | 0.0679 | 0.0679 | N/A |